COTTON NO. 2 - ICE FUTURES U.S.                                      Code-033661
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      216,102
COMMITMENTS
  74,998   50,522   19,368  110,212  133,921  204,578  203,811   11,524   12,291

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,319)
     786    5,688      596    4,004     -415    5,386    5,869      -67     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.7     23.4      9.0     51.0     62.0     94.7     94.3      5.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
     103       78       62       63       58      200      172                  
 
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                    Code-040701
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       11,682
COMMITMENTS
   1,901    5,502      242    7,262    3,905    9,405    9,649    2,277    2,033

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:        979)
    -165    1,252       20      508     -528      363      744      616      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     47.1      2.1     62.2     33.4     80.5     82.6     19.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      17       18        8       23       13       41       38                  
 
 
COCOA - ICE FUTURES U.S.                                             Code-073732
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      278,949
COMMITMENTS
  58,752  105,029   46,310  150,388  112,172  255,450  263,511   23,499   15,438

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      4,426)
     737    4,063    2,505    1,212   -2,913    4,454    3,655      -28      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     37.7     16.6     53.9     40.2     91.6     94.5      8.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      91       86       71       60       42      195      168                  
 
 
SUGAR NO. 11 - ICE FUTURES U.S.                                      Code-080732
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      772,209
COMMITMENTS
 181,255  234,730   98,808  428,288  368,094  708,351  701,632   63,858   70,577

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      9,998)
     503   -2,057    7,249    3,393    7,100   11,145   12,292   -1,147   -2,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     30.4     12.8     55.5     47.7     91.7     90.9      8.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      76       66       67       84       70      191      179                  
 
 
COFFEE C - ICE FUTURES U.S.                                          Code-083731
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      223,173
COMMITMENTS
  52,574   71,545   45,001  115,986   98,925  213,561  215,471    9,612    7,702

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -3,930)
     260   -9,943   -2,518   -1,911    8,773   -4,169   -3,688      239     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     32.1     20.2     52.0     44.3     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
     133      120      112      146      119      344      303                  
 
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                 Code-098662
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       53,086
COMMITMENTS
  28,513   26,461    2,186   13,224   20,235   43,923   48,882    9,163    4,204

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:         38)
  -1,115     -827     -382      -56        1   -1,553   -1,208    1,591    1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.7     49.8      4.1     24.9     38.1     82.7     92.1     17.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      70       50       13       10        7       89       63                  
 
 
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.                    Code-23977A
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $50)                           OPEN INTEREST:      561,763
COMMITMENTS
 154,269  184,291   11,769  368,756  346,125  534,794  542,185   26,969   19,578

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     -9,361)
   5,112   -2,391     -500  -12,590   -5,389   -7,978   -8,280   -1,383   -1,081

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     32.8      2.1     65.6     61.6     95.2     96.5      4.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      67       54       28      114      115      189      189                  
 
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                              Code-244041
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:      325,307
COMMITMENTS
  38,741   28,740   13,618  264,922  277,560  317,281  319,918    8,026    5,389

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:      5,743)
   1,126    1,496     -419    5,380    4,708    6,087    5,785     -344      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      8.8      4.2     81.4     85.3     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      37       10        8       77       56      116       72                  
 
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                     Code-244042
FUTURES ONLY POSITIONS AS OF 07/18/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI Emerging Markets Index x $50)                  OPEN INTEREST:    1,054,084
COMMITMENTS
 304,065   75,690   30,823  695,353  940,430  1030241  1046943   23,843    7,141

CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST:     22,199)
  15,642   -7,535      433    6,725   27,999   22,800   20,897     -601    1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      7.2      2.9     66.0     89.2     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     139       41       26      141       94      291      150                  



Updated July 21, 2017